| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
15.04.26
15:32:54 |
|
0.430
|
0.440
|
CHF |
| Volume |
200,000
|
50,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.470 | ||||
| Diff. absolute / % | -0.04 | -8.51% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Put-Warrant |
| ISIN | CH1478469161 |
| Valor | 147846916 |
| Symbol | CRWIGZ |
| Strike | 380.00 USD |
| Type | Warrants |
| Type | Bear |
| Ratio | 80.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 04/09/2025 |
| Date of maturity | 25/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
| Implied volatility | 0.48% |
| Leverage | 4.02 |
| Delta | -0.36 |
| Gamma | 0.00 |
| Vega | 0.98 |
| Distance to Strike | 18.70 |
| Distance to Strike in % | 4.69% |
| Average Spread | 2.24% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 116,080 |
| Average Sell Volume | 115,853 |
| Average Buy Value | 51,156 CHF |
| Average Sell Value | 52,215 CHF |
| Spreads Availability Ratio | 97.00% |
| Quote Availability | 97.00% |